+95.0%
MSFU vs ES
-7.1%
+102.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | +4.0% | +0.9% | +3.2% | +3.9% |
| 30D | -2.3% | +5.9% | -8.2% | -3.1% |
| 3M | +7.1% | -1.0% | +8.1% | +7.2% |
| 6M | +48.9% | +7.2% | +41.7% | +46.8% |
| YTD | +2.4% | +7.0% | -4.5% | +0.5% |
| 1Y | -8.1% | +0.5% | -8.5% | -8.8% |
| 3Y | +25.2% | +48.7% | -23.5% | +7.8% |
| All | +95.0% | -7.1% | +102.2% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling